Multivariate Gamma Distributions with One-Factorial Accompanying Correlation Matrices and Applications to the Distribution of the Multivariate Range.

T. Royen

Metrika (1991)

  • Volume: 38, Issue: 5, page 299-315
  • ISSN: 0026-1335; 1435-926X/e

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Royen, T.. "Multivariate Gamma Distributions with One-Factorial Accompanying Correlation Matrices and Applications to the Distribution of the Multivariate Range.." Metrika 38.5 (1991): 299-315. <http://eudml.org/doc/176363>.

@article{Royen1991,
author = {Royen, T.},
journal = {Metrika},
keywords = {characteristic function; joint distribution; Mahalanobis distances; multivariate gamma distributions; normal distribution; positive semidefinite correlation matrix; one-dimensional parameter integrals; trivariate gamma distributions; third order Bonferroni inequalities; upper tails; studentized multivariate ranges},
number = {5},
pages = {299-315},
title = {Multivariate Gamma Distributions with One-Factorial Accompanying Correlation Matrices and Applications to the Distribution of the Multivariate Range.},
url = {http://eudml.org/doc/176363},
volume = {38},
year = {1991},
}

TY - JOUR
AU - Royen, T.
TI - Multivariate Gamma Distributions with One-Factorial Accompanying Correlation Matrices and Applications to the Distribution of the Multivariate Range.
JO - Metrika
PY - 1991
VL - 38
IS - 5
SP - 299
EP - 315
KW - characteristic function; joint distribution; Mahalanobis distances; multivariate gamma distributions; normal distribution; positive semidefinite correlation matrix; one-dimensional parameter integrals; trivariate gamma distributions; third order Bonferroni inequalities; upper tails; studentized multivariate ranges
UR - http://eudml.org/doc/176363
ER -

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